Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Securities financing transactions assigned > 20% risk weight provided to non-financial customers and maturing in ≥ 1 year (85% RSF)

Report Date Product ID Counterparty Maturity Bucket Maturity Amount Collateral Class
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 3421.03 S-6
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 26838.56 S-7
2025-10-09 I.S.7 GSE >5 Yr 1985.50 A-0-Q
2025-10-09 I.S.7 GSE >5 Yr 12054.15 A-1-Q
2025-10-09 I.S.7 GSE >5 Yr 15928.79 A-2-Q
2025-10-09 I.S.7 GSE >5 Yr 28999.72 A-3-Q
2025-10-09 I.S.7 GSE >5 Yr 14014.37 A-4-Q
2025-10-09 I.S.7 GSE >5 Yr 29655.41 A-5-Q
2025-10-09 I.S.7 GSE >5 Yr 17594.42 CB-1-Q
2025-10-09 I.S.7 GSE >5 Yr 33154.45 CB-2-Q
2025-10-09 I.S.7 GSE >5 Yr 23732.90 S-1-Q
2025-10-09 I.S.7 GSE >5 Yr 853.06 S-2-Q
2025-10-09 I.S.7 GSE >5 Yr 21530.75 S-3-Q
2025-10-09 I.S.7 GSE >5 Yr 6863.93 S-4-Q
2025-10-09 I.S.7 GSE >5 Yr 4833.10 CB-3-Q
2025-10-09 I.S.7 GSE >5 Yr 33085.85 G-1-Q
2025-10-09 I.S.7 GSE >5 Yr 15000.17 G-2-Q
2025-10-09 I.S.7 GSE >5 Yr 28062.97 G-3-Q
2025-10-09 I.S.7 GSE >5 Yr 24457.78 S-5-Q
2025-10-09 I.S.7 GSE >5 Yr 19094.94 S-6-Q
2025-10-09 I.S.7 GSE >5 Yr 2104.34 S-7-Q
2025-10-09 I.S.7 GSE >5 Yr 24494.27 E-1-Q
2025-10-09 I.S.7 GSE >5 Yr 26420.39 E-2-Q
2025-10-09 I.S.7 GSE >5 Yr 13395.14 IG-1-Q
2025-10-09 I.S.7 GSE >5 Yr 8078.50 IG-2-Q